One vertex per element, one color per generator, with an edge from x to x·s.
(1,2)(3,7)(4,6)(5,8)(9,10,14,17)(11,15,19,22)(12,21,16,13)(18,24,23,20)(25,26)(27,35)(28,31)(29,34)(30,33)(32,38)(36,39)(37,40)(1,3,4,8)(2,5,6,7)(9,11)(10,15)(12,18)(13,20)(14,19)(16,23)(17,22)(21,24)(25,27,29,37,30,28,38,36)(26,31,34,39,33,35,32,40)(9,12,13,10,14,16,21,17)(11,18,20,15,19,23,24,22)(25,28)(26,31)(27,30)(29,37)(32,39)(33,35)(34,40)(36,38)(2,6)(5,7)(11,19)(15,22)(18,23)(20,24)(25,29,30,38)(26,32,33,34)(27,36,28,37)(31,39,35,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.